+39.5%
XLC vs PINS
-59.5%
+99.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +1.9% | +2.3% |
| 7D | +7.1% | -6.2% | +13.2% | +8.5% |
| 30D | -2.7% | -10.9% | +8.2% | -0.4% |
| 3M | -3.2% | -19.5% | +16.3% | +1.0% |
| 6M | -7.7% | -10.4% | +2.7% | -6.4% |
| YTD | -8.0% | -26.4% | +18.4% | -3.7% |
| 1Y | -3.1% | -29.6% | +26.6% | +2.4% |
| 3Y | +64.9% | -39.0% | +103.9% | +70.2% |
| 5Y | +39.5% | -59.1% | +98.7% | +39.3% |
| All | +39.5% | -59.5% | +99.0% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PINS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling